Goldman Sachs Call 170 ADS 21.06.2024
/ DE000GK7JA86
Goldman Sachs Call 170 ADS 21.06..../ DE000GK7JA86 /
2024-05-28 3:58:10 PM |
Chg.-0.12 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
5.28EUR |
-2.22% |
- Bid Size: - |
- Ask Size: - |
ADIDAS AG NA O.N. |
170.00 - |
2024-06-21 |
Call |
Master data
WKN: |
GK7JA8 |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
ADIDAS AG NA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
170.00 - |
Maturity: |
2024-06-21 |
Issue date: |
2022-07-05 |
Last trading day: |
2024-06-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
3.88 |
Leverage: |
Yes |
Calculated values
Fair value: |
5.31 |
Intrinsic value: |
5.27 |
Implied volatility: |
1.05 |
Historic volatility: |
0.29 |
Parity: |
5.27 |
Time value: |
0.47 |
Break-even: |
227.40 |
Moneyness: |
1.31 |
Premium: |
0.02 |
Premium p.a.: |
0.37 |
Spread abs.: |
0.50 |
Spread %: |
9.54% |
Delta: |
0.87 |
Theta: |
-0.27 |
Omega: |
3.39 |
Rho: |
0.09 |
Quote data
Open: |
5.23 |
High: |
5.28 |
Low: |
5.23 |
Previous Close: |
5.40 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-9.59% |
1 Month |
|
|
-7.85% |
3 Months |
|
|
+98.50% |
YTD |
|
|
+103.08% |
1 Year |
|
|
+221.95% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
5.87 |
5.30 |
1M High / 1M Low: |
6.25 |
5.20 |
6M High / 6M Low: |
6.25 |
1.21 |
High (YTD): |
2024-04-29 |
6.25 |
Low (YTD): |
2024-01-18 |
1.21 |
52W High: |
2024-04-29 |
6.25 |
52W Low: |
2024-01-18 |
1.21 |
Avg. price 1W: |
|
5.56 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
5.67 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
3.30 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
2.83 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
67.79% |
Volatility 6M: |
|
184.30% |
Volatility 1Y: |
|
163.88% |
Volatility 3Y: |
|
- |